+71.5%
IVV vs SN
+681.9%
-610.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.9% |
| 7D | +0.1% | +7.6% | -7.5% | -1.0% |
| 30D | -3.3% | +24.1% | -27.4% | -6.5% |
| 3M | -2.4% | +23.7% | -26.1% | -5.7% |
| 6M | +2.6% | +105.5% | -102.9% | -8.7% |
| YTD | +11.3% | +105.1% | -93.8% | -1.4% |
| 1Y | +13.4% | +148.3% | -134.8% | -2.5% |
| 3Y | +80.3% | +438.7% | -358.4% | +44.5% |
| All | +71.5% | +681.9% | -610.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling